-29.2%
ETHA vs TAP
-19.9%
-9.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +2.9% | -5.1% | +8.0% | +3.0% |
| 30D | +31.4% | -8.4% | +39.8% | +31.5% |
| 3M | +48.9% | -3.9% | +52.8% | +48.9% |
| 6M | +20.9% | -14.4% | +35.3% | +22.0% |
| YTD | -17.2% | -14.7% | -2.4% | -17.6% |
| 1Y | -42.8% | -18.7% | -24.1% | -42.7% |
| All | -29.2% | -19.9% | -9.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling